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the chances of a system failing- will eventually reach certainty. statistically anyway. my systems produced great profit until 2 very nasty trades from 2 different systems in the last week. basically lost 50% of my portfolio, extremely nasty trades. my system profits from price action...

i trade EOD mean reversion systems. alot of the time my winners and losers are in clusters, this is mainly due to whether the market rebounds or not. e.g. the market falls so start getting heaps of signals... so if the market keeps falling ill get all losers, or if it jumps back i get a stack...

i should add that i meant equities, futures, options ect. what ever information you could give me would be great.

Hello, I was wondering what markets EOD system traders use? I curently trade the Australian market and am looking to diversify my systems. cheers.

what statistical information are you seeking? i trade multiple mean reversion systems and i am no mathematician or a quant. but i have a system im happy with, and i dont have heavy complicated equations or analysis. is it worthwhile? if the answer is yes then i obviously have a lot of work...

thats some funny stuff grendel

have seen a few people try without much success. ill be watching this thread with great interest.

not necessarily, complex strategies will have market gates.

never mind, i found his website.

hi jhend, do you have that paper for the mean reversion system? i trade multiple mean reversion systems and try to get my hands on any information i can get... theres not alot of information out there for anything other than forex systems.

hi mandel, the first bit of my post was for the other 2 posters. MAE and MFE arent that important in what i want to do. its basically to stop me going 'all in' when the markets swinging 3% a day. which would see my account swing wildly.

basically all my buy and sell parameters are volatility based... im looking for position sizing methods not volatility stops. thanks for that link mate, your a champion.

hi mandel, i prefer mean reversion systems over trend systems. profitability and drawdown im happy with, until the market gets volatile. thats why i want more robust position sizing methods. i do have market gates to effectively combat the market going down which has reduced historical...

Hi everyone, I have been trying to make my systems more robust and have come to the conclusion that i need to have volatility based position sizing. I use leverage and trade a short term (3days average) counter-trend system that trades the aussie market only... long and short. Market...

must be nitro!

how can anyone make an assumption like that... "if its a complex strategy it wont work" you have no idea of what the strategy is about, nor do you know how every complex strategy performs. and consider this: simple systems are alot easier to come by, therefore if you do manage to...

5-10% drawdown? boy would i be happy with that. very little if you ask me.

great for profits but harder to trade (for the less experienced like myself anyway) i could tighten my buy signals up more to reduce my intraday drawdown, but i would be sacrificing too much profit. its about pain versus reward. im lucky to have just started systems trading as alot of EOD...

:confused: W/L ratio is still 50%. focus more on the 'expectancy per trade'.

yer but you dont know your going to double your money. its about confidence in your system. and those ratios etc help you determine if you've got a good chance of producing similar results in the future. what good is a system if it is not robust. id pick a system with 50% profit and 30%...